Lazy Loading is a domain problem
Jimmy Nilson says
"I see Lazy Load as being something technical, and it is not important for the Domain Model itself."
I see Lazy/Eager Load as something very important to the domain problem. When you lazy load you can load data that is not consistent. If you lazy load an Order, first the header, then the lines, and someone adds a line in the meantime, your Order.Total won't be the sum of the lines. That can lead to important issues in your application. Matt Warren blogged about it sometime ago.
That's why DDD defined Aggregates, and IMHO that's the more interesting concept that the book introduces in the 'Domain Model' paradigm. An aggregate is a unit that needs to have internal consistency and needs to be saved and loaded at the same time. If you follow DDD then you should load aggregates eagerly, and that's a domain model level issue.